+259.7%
P vs TYL
-22.0%
+281.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.1% |
| 7D | -13.3% | +4.3% | -17.6% | -14.6% |
| 30D | -34.0% | +28.0% | -61.9% | -39.7% |
| 3M | +4.1% | +32.3% | -28.3% | -7.2% |
| 6M | +30.5% | +29.9% | +0.6% | +14.8% |
| YTD | +52.2% | -7.1% | +59.3% | +54.6% |
| 1Y | +10.3% | -9.2% | +19.5% | +13.0% |
| 3Y | +180.9% | +0.7% | +180.2% | +162.8% |
| 5Y | +259.7% | -21.1% | +280.8% | +294.3% |
| All | +259.7% | -22.0% | +281.8% | +294.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling